-20.7%
TLT vs PSLV
+190.6%
-211.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | -1.6% | -3.5% | +1.8% | -1.5% |
| 30D | -1.1% | -2.1% | +1.0% | -1.1% |
| 3M | -4.9% | -1.6% | -3.2% | -4.9% |
| 6M | -5.0% | -25.5% | +20.5% | -3.9% |
| YTD | -4.4% | -11.4% | +7.1% | -5.0% |
| 1Y | -6.4% | +48.6% | -55.0% | -10.6% |
| 3Y | -2.0% | +166.9% | -168.9% | -11.3% |
| 5Y | -35.0% | +152.4% | -187.4% | -41.3% |
| All | -20.7% | +190.6% | -211.3% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PSLV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling